Starting from the more general functional model and being based on their work of K. R. Koch (1986) and Ou Ziqiang (1989), marginal likelihood function of variance components is derived and is identical to the ortho...Starting from the more general functional model and being based on their work of K. R. Koch (1986) and Ou Ziqiang (1989), marginal likelihood function of variance components is derived and is identical to the orthogonal complement likelihood function in this paper. Minimum norm quadratic unibiased estimator (MINQUE) is developed, which expands the formula by C. R. Rao (1973). It is proved that Helmert type estimation, MINQUE, BQUE and maximum likelihood estimation are identical to one another. Besides, a universal formula for accuracy evalution is presented. Through these work, the paper establishes a universal theory of variance covariance components.展开更多
In this paper, the authors derive the asymptotic joint distributions of theeigenvalues of some random matrices which arise from components of covariance model.
文摘Starting from the more general functional model and being based on their work of K. R. Koch (1986) and Ou Ziqiang (1989), marginal likelihood function of variance components is derived and is identical to the orthogonal complement likelihood function in this paper. Minimum norm quadratic unibiased estimator (MINQUE) is developed, which expands the formula by C. R. Rao (1973). It is proved that Helmert type estimation, MINQUE, BQUE and maximum likelihood estimation are identical to one another. Besides, a universal formula for accuracy evalution is presented. Through these work, the paper establishes a universal theory of variance covariance components.
文摘In this paper, the authors derive the asymptotic joint distributions of theeigenvalues of some random matrices which arise from components of covariance model.
